CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7614 |
0.0008 |
0.1% |
0.7589 |
High |
0.7622 |
0.7618 |
-0.0004 |
0.0% |
0.7622 |
Low |
0.7598 |
0.7571 |
-0.0028 |
-0.4% |
0.7546 |
Close |
0.7617 |
0.7591 |
-0.0026 |
-0.3% |
0.7591 |
Range |
0.0024 |
0.0048 |
0.0024 |
102.1% |
0.0076 |
ATR |
0.0042 |
0.0043 |
0.0000 |
0.9% |
0.0000 |
Volume |
64,577 |
69,783 |
5,206 |
8.1% |
314,001 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7736 |
0.7711 |
0.7617 |
|
R3 |
0.7688 |
0.7663 |
0.7604 |
|
R2 |
0.7641 |
0.7641 |
0.7600 |
|
R1 |
0.7616 |
0.7616 |
0.7595 |
0.7605 |
PP |
0.7593 |
0.7593 |
0.7593 |
0.7588 |
S1 |
0.7568 |
0.7568 |
0.7587 |
0.7557 |
S2 |
0.7546 |
0.7546 |
0.7582 |
|
S3 |
0.7498 |
0.7521 |
0.7578 |
|
S4 |
0.7451 |
0.7473 |
0.7565 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7813 |
0.7777 |
0.7633 |
|
R3 |
0.7737 |
0.7702 |
0.7612 |
|
R2 |
0.7662 |
0.7662 |
0.7605 |
|
R1 |
0.7626 |
0.7626 |
0.7598 |
0.7644 |
PP |
0.7586 |
0.7586 |
0.7586 |
0.7595 |
S1 |
0.7551 |
0.7551 |
0.7584 |
0.7569 |
S2 |
0.7511 |
0.7511 |
0.7577 |
|
S3 |
0.7435 |
0.7475 |
0.7570 |
|
S4 |
0.7360 |
0.7400 |
0.7549 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7622 |
0.7546 |
0.0076 |
1.0% |
0.0042 |
0.5% |
60% |
False |
False |
80,760 |
10 |
0.7622 |
0.7485 |
0.0137 |
1.8% |
0.0046 |
0.6% |
78% |
False |
False |
67,898 |
20 |
0.7622 |
0.7343 |
0.0279 |
3.7% |
0.0041 |
0.5% |
89% |
False |
False |
35,789 |
40 |
0.7622 |
0.7337 |
0.0285 |
3.7% |
0.0043 |
0.6% |
89% |
False |
False |
18,285 |
60 |
0.7622 |
0.7337 |
0.0285 |
3.7% |
0.0039 |
0.5% |
89% |
False |
False |
12,216 |
80 |
0.7622 |
0.7244 |
0.0378 |
5.0% |
0.0040 |
0.5% |
92% |
False |
False |
9,214 |
100 |
0.7622 |
0.7244 |
0.0378 |
5.0% |
0.0037 |
0.5% |
92% |
False |
False |
7,376 |
120 |
0.7622 |
0.7244 |
0.0378 |
5.0% |
0.0035 |
0.5% |
92% |
False |
False |
6,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7820 |
2.618 |
0.7742 |
1.618 |
0.7695 |
1.000 |
0.7666 |
0.618 |
0.7647 |
HIGH |
0.7618 |
0.618 |
0.7600 |
0.500 |
0.7594 |
0.382 |
0.7589 |
LOW |
0.7571 |
0.618 |
0.7541 |
1.000 |
0.7523 |
1.618 |
0.7494 |
2.618 |
0.7446 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7594 |
0.7591 |
PP |
0.7593 |
0.7591 |
S1 |
0.7592 |
0.7591 |
|